Estimativa de preço das opções caso o mercado atinja a Call Wall hoje (mantendo IV constante).
| Strike | Call (Agora) | Call (Simul) | Var% Call | Put (Agora) | Put (Simul) | Var% Put |
|---|---|---|---|---|---|---|
| 5242.50 | 61.49 | 97.67 | 58.8% | 46.94 | 25.62 | -45.4% |
| 5300.00 | 35.47 | 62.16 | 75.3% | 78.26 | 47.46 | -39.4% |
| 5500.00 | 2.24 | 5.97 | 167.0% | 244.48 | 190.72 | -22.0% |
Visualização focada em Delta Agregado, Gamma Flip e Walls.
Copie o código abaixo e cole no Editor de Estratégias do ProfitChart.
// NTSL Indicator - Edi OpenInterest Levels - 09/02/2026 08:25
// Gerado Automaticamente
const
clCallWall = clBlue;
clPutWall = clRed;
clGammaFlip = clFuchsia;
clDeltaFlip = clYellow;
clRangeHigh = clLime;
clRangeLow = clRed;
clMaxPain = clPurple;
clExpMove = clWhite;
clEdiWall = clSilver;
clEffectiveWall = clAqua;
clFib = clYellow;
TamanhoFonte = 8;
input
ExibirWalls(true);
ExibirFlips(true);
ExibirRange(true);
ExibirMaxPain(true);
ExibirExpMoves(true);
ExibirEdiWall(true);
ExibirEffectiveWalls(true);
MostrarPLUS(true);
MostrarPLUS2(true);
ExibirMelhoresPontos(false);
ModeloFlip(7);
spot(0);
// 1 = Classic (5250.00)
// 2 = Spline (5250.00)
// 3 = HVL (5250.00)
// 4 = HVL Log (5250.00)
// 5 = Sigma Kernel (5250.00)
// 6 = PVOP (5250.00)
// 7 = HVL Gaussian (5250.00)
var
GammaVal: Float;
begin
// Inicializa GammaVal com o primeiro disponivel por seguranca
GammaVal := 5250.00;
if (ModeloFlip = 1) then GammaVal := 5250.00;
if (ModeloFlip = 2) then GammaVal := 5250.00;
if (ModeloFlip = 3) then GammaVal := 5250.00;
if (ModeloFlip = 4) then GammaVal := 5250.00;
if (ModeloFlip = 5) then GammaVal := 5250.00;
if (ModeloFlip = 6) then GammaVal := 5250.00;
if (ModeloFlip = 7) then GammaVal := 5250.00;
// --- Linhas Principais (Com Intercalação de Texto) ---
if (ExibirRange) then
HorizontalLineCustom(5206.34, clRangeLow, 1, psDot, "Edi_Range", TamanhoFonte, tpTopRight, 0, 0);
if (ExibirExpMoves) then
HorizontalLineCustom(5206.34, clExpMove, 1, psDot, "Edi_ExpMove", TamanhoFonte, tpBottomRight, CurrentDate, 0);
if (ExibirWalls) then
HorizontalLineCustom(5250.00, clCallWall, 1, psDash, "CallWall", TamanhoFonte, tpTopLeft, 0, 0);
if (ExibirRange) then
HorizontalLineCustom(5278.66, clRangeHigh, 1, psDot, "Edi_Range", TamanhoFonte, tpTopRight, 0, 0);
if (ExibirExpMoves) then
HorizontalLineCustom(5278.66, clExpMove, 1, psDot, "Edi_ExpMove", TamanhoFonte, tpBottomRight, CurrentDate, 0);
if (ExibirWalls) then
HorizontalLineCustom(5300.00, clCallWall, 1, psDash, "CallWall", TamanhoFonte, tpTopLeft, 0, 0);
if (ExibirEffectiveWalls) then
HorizontalLineCustom(5300.00, clEffectiveWall, 2, psDashDot, "Edi Effective Call", TamanhoFonte, tpTopRight, 0, 0);
if (ExibirMaxPain) then
HorizontalLineCustom(5300.00, clMaxPain, 2, psSolid, "Edi_MaxPain", TamanhoFonte, tpBottomRight, CurrentDate, 0);
if (ExibirWalls) then
HorizontalLineCustom(5400.00, clCallWall, 1, psDash, "CallWall", TamanhoFonte, tpTopLeft, 0, 0);
if (ExibirWalls) then
HorizontalLineCustom(5450.00, clCallWall, 1, psDash, "CallWall", TamanhoFonte, tpTopLeft, 0, 0);
if (ExibirWalls) then
HorizontalLineCustom(5500.00, clPutWall, 1, psDash, "PutWall", TamanhoFonte, tpTopLeft, 0, 0);
if (ExibirEffectiveWalls) then
HorizontalLineCustom(5500.00, clEffectiveWall, 2, psDashDot, "Edi Effective Put", TamanhoFonte, tpTopRight, 0, 0);
// Flips (Dinâmicos)
if (ExibirFlips) then begin
if (GammaVal > 0) then
HorizontalLineCustom(GammaVal, clGammaFlip, 2, psDash, "Edi_GammaFlip", TamanhoFonte, tpTopRight, CurrentDate, 0);
if (5186.26 > 0) then
HorizontalLineCustom(5186.26, clDeltaFlip, 2, psDash, "Edi_DeltaFlip", TamanhoFonte, tpTopRight, CurrentDate, 0);
end;
// Edi_Wall (Midpoints) - Grid Completo
if (ExibirEdiWall) then begin
HorizontalLineCustom(5275.00, clEdiWall, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5350.00, clEdiWall, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5425.00, clEdiWall, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5475.00, clEdiWall, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
end;
if (MostrarPLUS) then begin
HorizontalLineCustom(5269.10, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5280.90, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5338.20, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5361.80, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5419.10, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5430.90, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5469.10, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5480.90, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
end;
if (MostrarPLUS2) then begin
HorizontalLineCustom(5261.80, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5288.20, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5323.60, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5376.40, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5411.80, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5438.20, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5461.80, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
HorizontalLineCustom(5488.20, clFib, 1, psDash, "Edi_Wall", TamanhoFonte, tpTopLeft, CurrentDate, 0);
end;
if (ExibirMelhoresPontos and LastBarOnChart) then
begin
HorizontalLineCustom(5250.36, clRed, 1, psDash, "Edi_Wall_Venda", TamanhoFonte, tpTopRight, CurrentDate, CurrentTime, 0.1);
HorizontalLineCustom(5234.64, clLime, 1, psDash, "Edi_Wall_Compra", TamanhoFonte, tpTopRight, CurrentDate, CurrentTime, 0.1);
HorizontalLineCustom(5258.23, clRed, 1, psDash, "Edi_Wall_MelhorVenda", TamanhoFonte, tpTopRight, CurrentDate, CurrentTime, 0.3);
HorizontalLineCustom(5226.77, clLime, 1, psDash, "Edi_Wall_MelhorCompra", TamanhoFonte, tpTopRight, CurrentDate, CurrentTime, 0.3);
HorizontalLineCustom(5272.83, clRed, 1, psDash, "Edi_Wall_MelhorVenda", TamanhoFonte, tpTopRight, CurrentDate, CurrentTime, 0.5);
HorizontalLineCustom(5212.17, clLime, 1, psDash, "Edi_Wall_MelhorCompra", TamanhoFonte, tpTopRight, CurrentDate, CurrentTime, 0.5);
HorizontalLineCustom(5280.70, clRed, 1, psDash, "Edi_Wall_MelhorVenda", TamanhoFonte, tpTopRight, CurrentDate, CurrentTime, 0.7);
HorizontalLineCustom(5204.30, clLime, 1, psDash, "Edi_Wall_MelhorCompra", TamanhoFonte, tpTopRight, CurrentDate, CurrentTime, 0.7);
end;
end;